A Companion to Theoretical Econometrics provides a comprehensive reference to the basics of econometrics. This companion focuses on the foundations of the field and at the same time integrates popular topics often encountered by practitioners. The chapters are written by international experts and provide up-to-date research in areas not usually covered by standard econometric texts.
CONTENTS
1. Artificial Regressions
2. General Hypothesis Testing
3. Serial Correlation
4. Heteroskedasticity
5. Seemingly Unrelated Regression
6. Simultaneous Equation Model Estimators: Statistical Properties and Practical Implications
7. 7 Identification in Parametric Models
8. Measurement Error and Latent Variables
9. Diagnostic Testing
10. Basic Elements of Asymptotic Theory
11. Generalized Method of Moments
12. Collinearity
13. Nonnested Hypothesis Testing: An Overview
14. Spatial Econometrics
15. Essentials of Count Data Regression
16. Panel Data Models
17. Qualitative Response Models
18. Self-Selection
19. Random Coefficient Models
20. Nonparametric Kernel Methods of Estimation and Hypothesis Testing
21. Durations
22. Simulation Based Inference for Dynamic Multinomial Choice Models
23. Monte Carlo Test Methods in Econometrics
24. Bayesian Analysis of Stochastic Frontier Models
25. Parametric and Nonparametric Tests of Limited Domain and Ordered Hypotheses in Economics
26. Spurious Regressions in Econometrics
27. Forecasting Economic Time Series
28. Time Series and Dynamic Models
29. Unit Roots
30. Cointegration
31. Seasonal Nonstationarity and Near-Nonstationarity
32. Vector Autoregressions
CONTENTS
1. Artificial Regressions
2. General Hypothesis Testing
3. Serial Correlation
4. Heteroskedasticity
5. Seemingly Unrelated Regression
6. Simultaneous Equation Model Estimators: Statistical Properties and Practical Implications
7. 7 Identification in Parametric Models
8. Measurement Error and Latent Variables
9. Diagnostic Testing
10. Basic Elements of Asymptotic Theory
11. Generalized Method of Moments
12. Collinearity
13. Nonnested Hypothesis Testing: An Overview
14. Spatial Econometrics
15. Essentials of Count Data Regression
16. Panel Data Models
17. Qualitative Response Models
18. Self-Selection
19. Random Coefficient Models
20. Nonparametric Kernel Methods of Estimation and Hypothesis Testing
21. Durations
22. Simulation Based Inference for Dynamic Multinomial Choice Models
23. Monte Carlo Test Methods in Econometrics
24. Bayesian Analysis of Stochastic Frontier Models
25. Parametric and Nonparametric Tests of Limited Domain and Ordered Hypotheses in Economics
26. Spurious Regressions in Econometrics
27. Forecasting Economic Time Series
28. Time Series and Dynamic Models
29. Unit Roots
30. Cointegration
31. Seasonal Nonstationarity and Near-Nonstationarity
32. Vector Autoregressions
Páginas : 736
Peso : 9mb.
Formato : PDF.
Edición : Primera
Año de Publicación :2003
ISBN : 978-1405106764
Editorial : Wiley-Blackwel
Autor Badi H. Baltagi
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